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There were three options for where to put this function: 1. A free function in LinearQuadraticRegulator.h. Returning a K matrix means the user can't use the LinearQuadraticRegulator in a loop anymore. 2. A default argument added to ctors in LinearQuadraticRegulator for a time delay (default of 0). This has the smallest API footprint from the user perspective, but it bloats the already substantial constructor overload set of LinearQuadraticRegulator. 3. A member function in LinearQuadraticRegulator that modifies the internal K. This would still have to take in a LinearSystem or (A, B) pair because the ctor doesn't store it. Storing it internally feels like paying for what we don't use most of the time. I went with option 3. I verified the tests's expected values in Python with scipy.linalg.fractional_matrix_power(). Closes #2877.